Quantitative research · Data science · Trading
Youness Yachruti
Quantitative researcher and data scientist. I build systematic trading and risk models in Python, I'm developing my C++ for quantitative work, and I publish the research behind them.
Education
Experience
Core skills
Credentials
Selected work
Five projects with public code and data, plus one professional strategy shown as a summary.
The Geometry of Risk
A four-layer framework that flags systemic stress across 9 global asset classes.
Urban heat islands from satellite data
Classifies heat-island intensity in two cities, then transfers the models to an unlabelled third.
Marriott labour analytics & audit
A Power BI suite for labour cost and compliance, then a Python audit of every measure.
CPI inflation forecasting
Forecasts monthly US CPI from 28 macro features, and shows what removing look-ahead leakage does.
Semester at Sea revenue in SQL
A relational model that reconciles fiscal-year and academic-year revenue for a study-abroad voyage programme.
Regime-conditional leveraged-ETF strategy
A rules-based weekly strategy that holds leveraged exposure only when a regime read favours it.
Skills by project
Select a skill to highlight where it was applied.
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Research and writing
Working paper · SSRN · 2026
The Geometry of Risk: An Integrated Monitoring Framework for Multi-Asset Systemic Stress
DOI 10.2139/ssrn.7521018
Equity research · Seeking Alpha
Visa: Stop Swiping For Now
A published valuation thesis on Visa Inc.